WBD cadena de opciones Warner Bros. Discovery, Inc.
Cboe delayed options data · a fecha de 09:39 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±7.9% (26.05–30.51) · ATM IV 47.1% · P/C interés abierto 1.63
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 12.25 | 15.55 | 675 | 218.7% | 1.00 | 0.0003 | 0.000 | 15 | 0 | 0.0100 | 30.3K | 114.1% | -0.00 | 0.0003 | -0.000 | ||
| 11.40 | 14.55 | 4,850 | 210.6% | 1.00 | 0.0005 | 0.000 | 16 | 0 | 0.0300 | 6,000 | 116.9% | -0.00 | 0.0005 | -0.000 | ||
| 11.20 | 11.65 | 413 | 1.00 | 0.0008 | 0.000 | 17 | 0 | 0.0100 | 759 | 93.4% | -0.00 | 0.0008 | -0.001 | |||
| 9.25 | 12.55 | 14 | 165.5% | 1.00 | 0.0012 | 0.000 | 18 | 0 | 0.0100 | 30 | 83.9% | -0.00 | 0.0012 | -0.001 | ||
| 7.95 | 11.55 | 40 | 128.7% | 1.00 | 0.0020 | 0.000 | 19 | 0 | 0.0100 | 223 | 74.8% | -0.00 | 0.0020 | -0.001 | ||
| 8.10 | 9.25 | 7,973 | 101.9% | 1.00 | 0.0031 | -0.000 | 20 | 0 | 0.0100 | 25.0K | 66.2% | -0.00 | 0.0032 | -0.001 | ||
| 6.00 | 9.55 | 101 | 105.2% | 1.00 | 0.0051 | -0.001 | 21 | 0 | 0.0200 | 218.8K | 62.8% | -0.01 | 0.0052 | -0.002 | ||
| 5.20 | 8.55 | 262 | 103.2% | 0.99 | 0.0084 | -0.002 | 22 | 0 | 0.0300 | 43.8K | 57.2% | -0.01 | 0.0085 | -0.003 | ||
| 5.15 | 8.10 | 117.5% | 0.99 | 0.0109 | -0.002 | 22.5 | 0 | 2.13 | 153.1% | -0.01 | 0.0111 | -0.003 | ||||
| 4.00 | 7.60 | 36 | 82.3% | 0.99 | 0.0142 | -0.003 | 23 | 0 | 0.0400 | 17.5K | 50.7% | -0.02 | 0.0144 | -0.004 | ||
| 3.20 | 7.10 | 57.2% | 0.98 | 0.0187 | -0.004 | 23.5 | 0 | 2.14 | 135.9% | -0.02 | 0.0189 | -0.004 | ||||
| 3.15 | 6.60 | 10 | 76.4% | 0.98 | 0.0246 | -0.005 | 24 | 0 | 0.0300 | 3,687 | 40.2% | -0.03 | 0.0250 | -0.005 | ||
| 2.32 | 6.10 | 54.6% | 0.97 | 0.0327 | -0.006 | 24.5 | 0 | 0.0600 | 40.4% | -0.04 | 0.0333 | -0.006 | ||||
| 2.73 | 3.90 | 19.2K | 0.95 | 0.0437 | -0.007 | 25 | 0.0200 | 0.0400 | 43.4K | 35.9% | -0.05 | 0.0446 | -0.008 | |||
| 1.40 | 5.10 | 47.1% | 0.94 | 0.0587 | -0.009 | 25.5 | 0 | 0.5800 | 17 | 1,479 | 56.8% | -0.07 | 0.0600 | -0.009 | ||
| 2.30 | 2.85 | 5 | 1,884 | 0.91 | 0.0792 | -0.010 | 26 | 0.0100 | 0.1000 | 16 | 24.6K | 30.7% | -0.09 | 0.0812 | -0.011 | |
| 0.4700 | 4.15 | 39.4% | 0.88 | 0.1069 | -0.012 | 26.5 | 0.0500 | 0.6200 | 54 | 53 | 46.4% | -0.13 | 0.1100 | -0.013 | ||
| 1.38 | 2.85 | 6 | 14.1K | 49.5% | 0.83 | 0.1437 | -0.014 | 27 | 0.0600 | 0.1900 | 303 | 22.5K | 26.6% | -0.18 | 0.1486 | -0.015 |
| 0.8400 | 1.51 | 1 | 18.0% | 0.76 | 0.1902 | -0.016 | 27.5 | 0 | 0.3500 | 9 | 23.6% | -0.25 | 0.1980 | -0.017 | ||
| 0.5800 | 0.9400 | 9 | 54.1K | 16.7% | 0.67 | 0.2427 | -0.017 | 28 | 0.0100 | 0.4600 | 88 | 15.5K | 18.1% | -0.35 | 0.2555 | -0.018 |
| 0.4600 | 1.21 | 5 | 34.3% | 0.54 | 0.2875 | -0.017 | 28.5 | 0 | 2.79 | 3 | 11 | 59.8% | -0.49 | 0.3074 | -0.019 | |
| 0.3400 | 0.3800 | 360 | 77.7K | 22.4% | 0.39 | 0.2984 | -0.016 | 29 | 0.3600 | 1.75 | 1,534 | 33.6% | -0.65 | 0.3289 | -0.017 | |
| 0 | 2.30 | 47 | 64.4% | 0.24 | 0.2559 | -0.012 | 29.5 | 0 | 1.90 | -0.83 | 0.3290 | -0.016 | ||||
| 0.0800 | 0.1300 | 2,011 | 62.8K | 22.1% | 0.14 | 0.1804 | -0.008 | 30 | 0 | 3.70 | 40 | 38.5% | -0.97 | 0.1730 | -0.012 | |
| 0 | 0.5600 | 38.2% | 0.07 | 0.1116 | -0.005 | 30.5 | 0.4600 | 4.20 | 43.5% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0200 | 14 | 29.3K | 17.4% | 0.04 | 0.0654 | -0.003 | 31 | 0.7200 | 4.65 | 1 | 39.5% | -1.00 | 0.0000 | -0.010 | |
| 0 | 2.14 | 89.0% | 0.02 | 0.0381 | -0.002 | 31.5 | 1.22 | 5.15 | 44.3% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 5,605 | 23.2% | 0.01 | 0.0226 | -0.001 | 32 | 1.67 | 5.65 | 46.5% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0300 | 33.1% | 0.00 | 0.0087 | -0.001 | 33 | 2.70 | 6.65 | 56.4% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0300 | 38.9% | 0.00 | 0.0037 | -0.000 | 34 | 3.70 | 7.65 | 64.2% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 812 | 38.6% | 0.00 | 0.0017 | -0.000 | 35 | 4.70 | 8.65 | 71.7% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0800 | 57.3% | 0.00 | 0.0009 | -0.000 | 36 | 5.70 | 9.65 | 78.7% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 2.13 | 147 | 144.2% | 0.00 | 0.0005 | 0.000 | 37 | 6.70 | 10.65 | 85.4% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 2.13 | 152.4% | 0.00 | 0.0003 | 0.000 | 38 | 7.70 | 11.65 | 91.8% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 2.13 | 160.3% | 0.00 | 0.0002 | 0.000 | 39 | 8.70 | 12.65 | 97.9% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0800 | 102 | 78.1% | 0.00 | 0.0001 | 0.000 | 40 | 9.70 | 13.65 | 103.8% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 2.13 | 33 | 181.8% | 0.00 | 0.0000 | 0.000 | 42 | 11.70 | 15.65 | 115.0% | -1.00 | 0.0000 | -0.010 | |||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
callsputs